I havnt found a single locomotive in scenario planner that allows double head, I would love to have the option. If you own them, there is a 185.2 service in the timetable mode that is pulling other locomotives and I have a custom scenario in the 186.2 again where i have top and tailed a freight train.
Is that with or without wagons? I found a triple headed GP38-2 in UP livery since posting my original, that is with 30 wagons though so wouldn't fit on east coastway as per the original question
Either way, so for example both at long island city for lirr or hamilton yard for oakville sub they have yards with manual switches and no signals. If you schedule lots of trains to arrive you can couple the engines all together. Here is a photo from the lirr of doing just that. So I started with 2 units, split them up and placed the first one on a siding at the end of the yard. With the 2nd unit it's still part of the same scenario so you go and couple that one to all the other trains that arrive. Then you put the first unit on the front and you can have a massive power move like this.
But back on topic any of the european units should be able to couple so long as you have manual switches and a non signaled siding or yard to move about in.